![](/images/graphics-bg.png)
Stochastic Representation and Monte Carlo Simulation for Multiterm Time-Fractional Diffusion Equation
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-07-14
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In this paper, we mainly study the solution and properties of the multiterm time-fractional diffusion equation.
First, we obtained the stochastic representation for this equation, which turns to be a subordinated process.
Based on the stochastic representation, we calculated the mean square displacement (MSD) and time average mean square displacement, then proved some properties of this model, including subdiffusion, generalized Einstein relationship, and nonergodicity.
Finally, a stochastic simulation algorithm was developed for the visualization of sample path of the abnormal diffusion process.
The Monte Carlo method was also employed to show the behavior of the solution of this fractional equation.
American Psychological Association (APA)
Lv, Longjin& Wang, Luna. 2020. Stochastic Representation and Monte Carlo Simulation for Multiterm Time-Fractional Diffusion Equation. Advances in Mathematical Physics،Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1127289
Modern Language Association (MLA)
Lv, Longjin& Wang, Luna. Stochastic Representation and Monte Carlo Simulation for Multiterm Time-Fractional Diffusion Equation. Advances in Mathematical Physics No. 2020 (2020), pp.1-7.
https://search.emarefa.net/detail/BIM-1127289
American Medical Association (AMA)
Lv, Longjin& Wang, Luna. Stochastic Representation and Monte Carlo Simulation for Multiterm Time-Fractional Diffusion Equation. Advances in Mathematical Physics. 2020. Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1127289
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1127289